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Search: isPartOf:"Mathematics and Financial Economics"
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201
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Jarrow, Robert A.
7
Ferrari, Giorgio
5
Madan, Dilip B.
5
Meyer-Brandis, Thilo
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Munari, Cosimo-Andrea
5
Schenk-Hoppé, Klaus Reiner
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Assa, Hirbod
4
Bayraktar, Erhan
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Ekeland, Ivar
4
Evstigneev, Igor V.
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Flåm, Sjur D.
4
Horst, Ulrich
4
Jouini, Elyès
4
Malamud, Semyon
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Moreno-Bromberg, Santiago
4
Muhle-Karbe, Johannes
4
Rogers, Leonard C. G.
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Rosazza Gianin, Emanuela
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Rudloff, Birgit
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Biagini, Francesca
3
Brignone, Riccardo
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Capponi, Agostino
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Carlier, Guillaume
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Federico, Salvatore
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Fu, Guanxing
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Hens, Thorsten
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Jeon, Junkee
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Koch Medina, Pablo
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Larsen, Kasper
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Lehalle, Charles-Albert
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Liang, Zongxia
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Lütkebohmert, Eva
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Park, Hyungbin
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International Conference Stochastic Economics and Finance <2011, Bergen, Norwegen>
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Mathematics and financial economics
368
Mathematics and Financial Economics
15
This is a pre-print of an article published in Mathematics and Financial Economics (2011)
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191
Sensitivity analysis for expected utility maximization in incomplete Brownian market models
Veraguas, Julio Backhoff
;
Silva, Francisco J.
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 387-411
Persistent link: https://www.econbiz.de/10011963865
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192
Strongly consistent multivariate conditional risk measures
Hoffmann, Hannes
;
Meyer-Brandis, Thilo
;
Svindland, Gregor
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 413-444
Persistent link: https://www.econbiz.de/10011963870
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193
Black-Scholes in a CEV random environment
Jacquier, Antoine
;
Roome, Patrick
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 445-474
Persistent link: https://www.econbiz.de/10011963872
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194
Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances
Chamorro, Arritokieta
;
Usategui, José María
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 475-493
Persistent link: https://www.econbiz.de/10011963874
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195
A scaled version of the double-mean-reverting model for VIX derivatives
Huh, Jeonggyu
;
Jeon, Jaegi
;
Kim, Jeong-Hoon
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 495-515
Persistent link: https://www.econbiz.de/10011963875
Saved in:
196
Existence of a Radner equilibrium in a model with transaction costs
Weston, Kim
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 517-539
Persistent link: https://www.econbiz.de/10011963878
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197
Sensitivity analysis for marked Hawkes processes : application to CLO pricing
Bernis, Guillaume
;
Salhi, Kaouther
;
Scotti, Simone
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10011963880
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198
Dynamic asset allocation with event risk, transaction costs and predictable returns
Simonato, Jean-Guy
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 561-587
Persistent link: https://www.econbiz.de/10011963881
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199
Arbitrage and utility maximization in market models with an insider
Chau, Huy N.
;
Runggaldier, Wolfgang J.
;
Tankov, Peter
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 589-614
Persistent link: https://www.econbiz.de/10011963883
Saved in:
200
The robust Merton problem of an ambiguity averse investor
Biagini, Sara
;
Pınar, Mustafa Ç.
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011900505
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